DZ Bank Call 45 SBS 20.09.2024
/ DE000DJ23ST4
DZ Bank Call 45 SBS 20.09.2024/ DE000DJ23ST4 /
| 2024-06-13 6:11:24 PM |
Chg.-0.030 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-5.77% |
-
Bid Size: - |
-
Ask Size: - |
STRATEC SE NA O.N. |
45.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23ST |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
0.33 |
| Time value: |
0.32 |
| Break-even: |
51.50 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
30.00% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
5.03 |
| Rho: |
0.07 |
Quote data
| Open: |
0.510 |
| High: |
0.560 |
| Low: |
0.490 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
+104.17% |
| 3 Months |
|
|
+36.11% |
| YTD |
|
|
-14.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.440 |
| 1M High / 1M Low: |
0.530 |
0.240 |
| 6M High / 6M Low: |
0.570 |
0.050 |
| High (YTD): |
2024-05-31 |
0.530 |
| Low (YTD): |
2024-04-04 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.319 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.11% |
| Volatility 6M: |
|
266.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
